Anic Equity

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Total return since start: 0.554 %

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Equity now: -----------------------------> 47458.66 Kr

Max Equity ever reached: ------------> 48629.89 Kr

Portfolio value: --------------------------> 46063.69 Kr

PnL: ---------------------------------------> -824.88 Kr

DD now: ---------------------------------> -2.408 %

Max portfolio DD since start: ----> -13.025 %

Updated:

'2023-01-25 12:56:43.637979'

Anic Portfolio

Today

Return: -1.028 %

This Week

Return: -0.948 %

Total

Return: 55.367 %

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Benchmark comparison TODAY

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
HEBA B	70	-0.630000	2772.000000	136.000000	5.160000	2636.000010
Beijer Electronics Group	26	0.000000	3094.000000	123.000000	4.140000	2971.000006
FM Mattsson Mora Group B	50	-3.230000	3000.000000	73.000000	2.490000	2927.000000
SAAB B	8	0.540000	3425.600000	48.600000	1.440000	3377.000000
Corem Property Group B	59	-1.610000	612.420000	35.420000	6.140000	576.999999
Samhällsbyggnadsbo. i Norden B	20	-0.410000	389.300000	34.300000	9.660000	355.000000
AcadeMedia	12	-3.040000	588.720000	31.720000	5.690000	557.000004
MedCap	2	-1.970000	447.000000	26.000000	6.180000	421.000000
Resurs Holding	22	-1.550000	599.940000	25.940000	4.520000	573.999998
Boozt	12	-1.270000	1675.200000	21.200000	1.280000	1653.999996
HMS Networks	2	-3.040000	689.200000	16.200000	2.410000	673.000000
Eastnine	4	-0.470000	504.000000	13.000000	2.650000	491.000000
Securitas B	6	-1.040000	582.480000	12.480000	2.190000	570.000000
Fastighetsbolag. Emilshus Pref	21	-0.180000	574.350000	12.350000	2.200000	562.000005
Swedbank A	3	-0.830000	576.300000	12.300000	2.180000	564.000000
Norva24 Group	16	-2.430000	552.640000	9.640000	1.780000	543.000000
Coor Service Management Hold.	8	-0.740000	538.000000	6.000000	1.130000	532.000000
Karnov Group	9	-0.500000	540.000000	4.000000	0.750000	536.000004
OEM International B	7	-1.300000	532.000000	4.000000	0.760000	527.999997
Samhällsbyggnadsbo. i Norden D	12	-0.380000	249.360000	3.360000	1.370000	246.000000
Creaspac SPAC	6	-0.100000	574.800000	-2.200000	-0.380000	577.000002
Intrum	4	-3.920000	524.000000	-3.000000	-0.570000	527.000000
Handelsbanken A	5	-1.460000	539.750000	-6.250000	-1.140000	546.000000
Nordea Bank Abp	29	-0.240000	3446.360000	-7.640000	-0.220000	3453.999992
Essity B	2	-0.460000	558.000000	-16.000000	-2.790000	574.000000
Midsona B	63	-2.090000	561.960000	-21.040000	-3.610000	582.999984
CTEK	13	-2.390000	505.050000	-28.950000	-5.420000	533.999999
Essity A	4	-1.060000	1118.000000	-31.000000	-2.700000	1149.000000
International Petroleum Corp.	5	-1.790000	548.000000	-46.570000	-7.830000	594.565215
Vivesto	1368	0.800000	551.580000	-61.420000	-10.020000	612.999432
Sampo Oyj SDB	7	-1.380000	3755.500000	-94.500000	-2.450000	3850.000000
Fasadgruppen Group	35	1.960000	3647.000000	-164.000000	-4.300000	3810.999990
Axfood	13	0.250000	3591.900000	-164.100000	-4.370000	3756.000001
OX2	18	-2.360000	1413.900000	-250.100000	-15.030000	1663.999992
Ovzon	52	-2.720000	2787.200000	-574.800000	-17.100000	3361.999992
TOTAL			46065.510000	-823.060000	-2.40471%	46888.564618

Updated:

'2023-01-25 12:55:52.177098'

None

Last optimization/rebalancing:

'2023-01-02'

Next optimization/rebalancing:

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!

AVAN-Live vs backtest and OMXSE30 2023

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.